IndexConstruction
Index Construction for Time Series Data
v0.1-3
·
Jun 2, 2020
·
GPL (>= 3)
Description
Derivation of indexes for benchmarking purposes. A methodology with flexible number of constituents is implemented. Also functions for market capitalization and volume weighted indexes with fixed number of constituents are available. The main function of the package, indexComp(), provides the derived index, suitable for analysis purposes. The functions indexUpdate(), indexMemberSelection() and indexMembersUpdate() are components of indexComp() and enable one to construct and continuously update an index, e.g. for display on a website. The methodology behind the functions provided gets introduced in Trimborn and Haerdle (2018) <doi:10.1016/j.jempfin.2018.08.004>.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | NOTE |
| r-devel-linux-x86_64-fedora-gcc | NOTE |
| r-devel-windows-x86_64 | NOTE |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | NOTE |
| r-release-linux-x86_64 | NOTE |
| r-release-macos-arm64 | NOTE |
| r-release-macos-x86_64 | NOTE |
| r-release-windows-x86_64 | NOTE |
Check details (15 non-OK)
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Simon Trimborn <trimborn.econometrics@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Simon",
family = "Trimborn",
role = c("aut", "cre"),
email = "trimborn.econometrics@gmail.com")
as necessary.
Found the following URLs which should use \doi (with the DOI name only):
File ‘IndexComp.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘IndexMemberSelection.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘IndexMembersUpdate.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘IndexUpdate.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘RelativeWeights.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘SwitchDates.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
NOTE
r-devel-linux-x86_64-debian-clang
Rd files
checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:70: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:71: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:72: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:73: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:74: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:78: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:79: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:80: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:81: Lost braces in \itemize; \value handles \item{}{} directly
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Simon Trimborn <trimborn.econometrics@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Simon",
family = "Trimborn",
role = c("aut", "cre"),
email = "trimborn.econometrics@gmail.com")
as necessary.
Found the following URLs which should use \doi (with the DOI name only):
File ‘IndexComp.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘IndexMemberSelection.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘IndexMembersUpdate.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘IndexUpdate.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘RelativeWeights.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘SwitchDates.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
NOTE
r-devel-linux-x86_64-debian-gcc
Rd files
checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:70: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:71: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:72: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:73: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:74: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:78: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:79: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:80: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:81: Lost braces in \itemize; \value handles \item{}{} directly
NOTE
r-devel-linux-x86_64-fedora-clang
Rd files
checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:70: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:71: Lost braces in \itemize; \value handles \item{}{} directly
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checkRd: (-1) IndexComp.Rd:81: Lost braces in \itemize; \value handles \item{}{} directly
NOTE
r-devel-linux-x86_64-fedora-gcc
Rd files
checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:70: Lost braces in \itemize; \value handles \item{}{} directly
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checkRd: (-1) IndexComp.Rd:81: Lost braces in \itemize; \value handles \item{}{} directly
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r-devel-windows-x86_64
Rd files
checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:70: Lost braces in \itemize; \value handles \item{}{} directly
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r-oldrel-macos-arm64
Rd files
checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
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r-oldrel-macos-x86_64
Rd files
checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:70: Lost braces in \itemize; \value handles \item{}{} directly
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r-oldrel-windows-x86_64
Rd files
checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
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r-patched-linux-x86_64
Rd files
checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:70: Lost braces in \itemize; \value handles \item{}{} directly
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r-release-linux-x86_64
Rd files
checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:70: Lost braces in \itemize; \value handles \item{}{} directly
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r-release-macos-arm64
Rd files
checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:70: Lost braces in \itemize; \value handles \item{}{} directly
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NOTE
r-release-macos-x86_64
Rd files
checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:70: Lost braces in \itemize; \value handles \item{}{} directly
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r-release-windows-x86_64
Rd files
checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
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checkRd: (-1) IndexComp.Rd:81: Lost braces in \itemize; \value handles \item{}{} directly
Check History
NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Simon Trimborn <trimborn.econometrics@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Simon",
family = "Trimborn",
role = c("aut", "cre"),
...[truncated]...
j.jempfin.2018.08.004
File ‘IndexUpdate.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘RelativeWeights.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘SwitchDates.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Simon Trimborn <trimborn.econometrics@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Simon",
family = "Trimborn",
role = c("aut", "cre"),
...[truncated]...
j.jempfin.2018.08.004
File ‘IndexUpdate.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘RelativeWeights.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
File ‘SwitchDates.Rd’:
https://doi.org/10.1016/j.jempfin.2018.08.004
NOTE
r-devel-linux-x86_64-fedora-clang
Rd files
checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:70: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:71: Lost braces in \itemize; \value handles
...[truncated]...
Comp.Rd:79: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:80: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:81: Lost braces in \itemize; \value handles \item{}{} directly
NOTE
r-devel-linux-x86_64-fedora-gcc
Rd files
checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:70: Lost braces in \itemize; \value handles \item{}{} directly
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...[truncated]...
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r-devel-macos-arm64
Rd files
checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:70: Lost braces in \itemize; \value handles \item{}{} directly
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r-devel-windows-x86_64
Rd files
checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:70: Lost braces in \itemize; \value handles \item{}{} directly
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checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
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checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
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checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
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checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:70: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:71: Lost braces in \itemize; \value handles
...[truncated]...
Comp.Rd:79: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:80: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:81: Lost braces in \itemize; \value handles \item{}{} directly
NOTE
r-oldrel-macos-arm64
Rd files
checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:70: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:71: Lost braces in \itemize; \value handles
...[truncated]...
Comp.Rd:79: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:80: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:81: Lost braces in \itemize; \value handles \item{}{} directly
NOTE
r-oldrel-macos-x86_64
Rd files
checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:70: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:71: Lost braces in \itemize; \value handles
...[truncated]...
Comp.Rd:79: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:80: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:81: Lost braces in \itemize; \value handles \item{}{} directly
NOTE
r-oldrel-windows-x86_64
Rd files
checkRd: (-1) IndexComp.Rd:69: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:70: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:71: Lost braces in \itemize; \value handles
...[truncated]...
Comp.Rd:79: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:80: Lost braces in \itemize; \value handles \item{}{} directly
checkRd: (-1) IndexComp.Rd:81: Lost braces in \itemize; \value handles \item{}{} directly